-95.5%
SNDQ vs IAG
+18.0%
-113.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.2% | +10.2% | +5.9% |
| 7D | -20.4% | -4.1% | -16.3% | -23.8% |
| 30D | -54.5% | +10.6% | -65.1% | -48.8% |
| 3M | -79.1% | +35.4% | -114.4% | -61.5% |
| All | -95.5% | +18.0% | -113.6% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · Available span rolling